Experimental evaluation of a procedure for estimating nonhomogeneous Poisson processes having cyclic behavior

The authors summarize an experimental performance evaluation of a procedure for estimating a nonhomogeneous Poisson process having an exponential rate function whose exponent includes both polynomial and trigonometric components. Maximum likelihood estimates of the unknown continuous parameters of the rate function are obtained numerically, and the degree of the polynomial rate component is determined by a likelihood ratio test. Although this procedure can estimate the oscillation frequency of the trigonometric rate component, the experimental evaluation of this procedure is limited to the case of a known frequency. A piecewise thinning algorithm is used to generate independent replications of selected arrival processes having the postulated type of rate function